+181.6%
SE vs CNC
-0.4%
+182.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -4.8% | -3.9% | -0.9% | -4.6% |
| 30D | -18.1% | +0.8% | -18.9% | -18.2% |
| 3M | +30.6% | +0.1% | +30.5% | +30.5% |
| 6M | +20.8% | +79.7% | -58.9% | +17.5% |
| YTD | -15.6% | +58.9% | -74.5% | -17.6% |
| 1Y | -44.2% | +109.1% | -153.4% | -45.8% |
| All | +181.6% | -0.4% | +182.0% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling